If you plan on getting them all then just start with FFI and move up numerically from there.

I personally find that the NES games haven't aged that well though. The gameplay and stories are a little too outdated for my taste, so if I were to reccomend a starting place based on my tastes, it'd FFIV, and then move up from there. But that's just based on what I like. I think it's good to play the NES games to see the series roots, but they just aren't that essential in my eyes.